Um, don't they say it that way in Boston?

In fact, people in Boston and in northern New England don't pronounce horse and sauce with the same vowel sound. Horse becomes "hoss," while sauce has a more drawn-out aw sound. This gets complicated, and it's hard to explain without getting into phonemic transcription (which I wouldn't dream of doing here).
It's interesting that Hollywood has generally failed miserably in trying to reproduce true NE accents. The actors often come off sounding vaguely southern US. A recent instance is In the Bedroom--a first-rate story well told, but I couldn't believe any of them were from Maine.